+122.4%
CF vs BAH
+12.6%
+109.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.0% |
| 7D | +0.4% | +6.0% | -5.6% | -0.5% |
| 30D | +2.2% | +31.1% | -28.9% | -2.2% |
| 3M | +2.1% | +25.2% | -23.0% | -1.8% |
| 6M | -6.5% | +18.9% | -25.4% | -9.6% |
| YTD | +55.6% | +8.3% | +47.2% | +52.2% |
| 1Y | +42.3% | +6.2% | +36.1% | +39.6% |
| 3Y | +55.7% | -22.8% | +78.5% | +53.0% |
| 5Y | +122.4% | +13.6% | +108.8% | +81.9% |
| All | +122.4% | +12.6% | +109.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling